-9.7%
STZ vs XME
+407.4%
-417.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -1.9% | +6.0% | -7.9% | -3.5% |
| 3M | -6.2% | -7.7% | +1.5% | -4.9% |
| 6M | -14.0% | +1.0% | -15.0% | -15.3% |
| YTD | -5.1% | +14.6% | -19.8% | -10.3% |
| 1Y | -9.6% | +46.0% | -55.5% | -20.7% |
| 3Y | -47.2% | +127.0% | -174.3% | -60.2% |
| 5Y | -33.6% | +175.8% | -209.4% | -54.5% |
| All | -9.7% | +407.4% | -417.1% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling